+55.5%
BKR vs MOS
-3.5%
+59.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +3.8% | -2.0% | +5.7% | +4.6% |
| 30D | -10.3% | +15.3% | -25.6% | -16.7% |
| 3M | -21.7% | +1.5% | -23.2% | -23.8% |
| 6M | -23.8% | -2.0% | -21.8% | -25.9% |
| YTD | +10.3% | -6.5% | +16.8% | +6.6% |
| 1Y | +5.7% | -11.1% | +16.7% | +4.0% |
| 3Y | +52.6% | -30.3% | +82.9% | +60.6% |
| 5Y | +127.1% | -33.5% | +160.6% | +129.1% |
| All | +55.5% | -3.5% | +59.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling